+6.0%
TSLA vs DLR
+20.8%
-14.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.0% | +2.9% | +0.1% | +2.4% |
| 30D | +11.2% | -1.2% | +12.3% | +11.3% |
| 3M | -7.3% | +2.9% | -10.2% | -8.3% |
| 6M | -7.7% | +6.7% | -14.4% | -9.8% |
| YTD | -18.2% | +23.9% | -42.1% | -22.6% |
| 1Y | +6.0% | +18.6% | -12.6% | +3.7% |
| All | +6.0% | +20.8% | -14.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling